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In this paper we study the problem of recovering a low-rank matrix from linear measurements. Our algorithm, which we call Procrustes Flow, starts from an initial estimate obtained by a thresholding scheme followed by gradient descent on a…

Optimization and Control · Mathematics 2016-02-08 Stephen Tu , Ross Boczar , Max Simchowitz , Mahdi Soltanolkotabi , Benjamin Recht

We demonstrate that distributed block coordinate descent can quickly solve kernel regression and classification problems with millions of data points. Armed with this capability, we conduct a thorough comparison between the full kernel, the…

Machine Learning · Computer Science 2016-02-18 Stephen Tu , Rebecca Roelofs , Shivaram Venkataraman , Benjamin Recht

This work revisits the classical low-rank matrix factorization problem and unveils the critical role of initialization in shaping convergence rates for such nonconvex and nonsmooth optimization. We introduce Nystrom initialization, which…

Machine Learning · Computer Science 2024-12-16 Bingcong Li , Liang Zhang , Aryan Mokhtari , Niao He

We consider the problem of self-localization by a resource-constrained mobile node given perturbed anchor position information and distance estimates from the anchor nodes. We consider normally-distributed noise in anchor position…

Information Theory · Computer Science 2017-11-07 Vikram Kumar , Reza Arablouei , Raja Jurdak , Branislav Kusy , Neil W. Bergmann

We revisit the problem of recovering a low-rank positive semidefinite matrix from rank-one projections using tools from optimal transport. More specifically, we show that a variational formulation of this problem is equivalent to computing…

Optimization and Control · Mathematics 2022-10-27 Tyler Maunu , Thibaut Le Gouic , Philippe Rigollet

This paper presents a new deep learning-based framework for robust nonlinear estimation and control using the concept of a Neural Contraction Metric (NCM). The NCM uses a deep long short-term memory recurrent neural network for a global…

Systems and Control · Electrical Eng. & Systems 2020-11-20 Hiroyasu Tsukamoto , Soon-Jo Chung

Low rank model arises from a wide range of applications, including machine learning, signal processing, computer algebra, computer vision, and imaging science. Low rank matrix recovery is about reconstructing a low rank matrix from…

Numerical Analysis · Mathematics 2018-09-12 Jian-Feng Cai , Ke Wei

The task of reconstructing a low rank matrix from incomplete linear measurements arises in areas such as machine learning, quantum state tomography and in the phase retrieval problem. In this note, we study the particular setup that the…

Information Theory · Computer Science 2016-12-12 Holger Rauhut , Ulrich Terstiege

Kernel methods offer the flexibility to learn complex relationships in modern, large data sets while enjoying strong theoretical guarantees on quality. Unfortunately, these methods typically require cubic running time in the data set size,…

Machine Learning · Statistics 2019-03-01 Raj Agrawal , Trevor Campbell , Jonathan H. Huggins , Tamara Broderick

This paper considers the problem of recovery of a low-rank matrix in the situation when most of its entries are not observed and a fraction of observed entries are corrupted. The observations are noisy realizations of the sum of a low rank…

Statistics Theory · Mathematics 2016-07-05 Olga Klopp , Karim Lounici , Alexandre B. Tsybakov

This work is concerned with computing low-rank approximations of a matrix function $f(A)$ for a large symmetric positive semi-definite matrix $A$, a task that arises in, e.g., statistical learning and inverse problems. The application of…

Numerical Analysis · Mathematics 2023-06-13 David Persson , Daniel Kressner

We study the low-rank phase retrieval problem, where the objective is to recover a sequence of signals (typically images) given the magnitude of linear measurements of those signals. Existing solutions involve recovering a matrix…

Image and Video Processing · Electrical Eng. & Systems 2022-02-18 Soo Min Kwon , Xin Li , Anand D. Sarwate

We extend our study of Motion Planning via Manifold Samples (MMS), a general algorithmic framework that combines geometric methods for the exact and complete analysis of low-dimensional configuration spaces with sampling-based approaches…

Robotics · Computer Science 2015-09-17 Oren Salzman , Michael Hemmer , Dan Halperin

We reconsider randomized algorithms for the low-rank approximation of symmetric positive semi-definite (SPSD) matrices such as Laplacian and kernel matrices that arise in data analysis and machine learning applications. Our main results…

Machine Learning · Computer Science 2013-06-05 Alex Gittens , Michael W. Mahoney

The knowledge of end-to-end network distances is essential to many Internet applications. As active probing of all pairwise distances is infeasible in large-scale networks, a natural idea is to measure a few pairs and to predict the other…

Networking and Internet Architecture · Computer Science 2016-11-15 Yongjun Liao , Wei Du , Pierre Geurts , Guy Leduc

We study the problem of image alignment for panoramic stitching. Unlike most existing approaches that are feature-based, our algorithm works on pixels directly, and accounts for errors across the whole images globally. Technically, we…

Computer Vision and Pattern Recognition · Computer Science 2019-09-04 Yuelong Li , Mohammad Tofighi , Vishal Monga

In this paper we describe three methods for localizing a wireless sensor network node, using anchor nodes in its neighbourhood, when there is an error in distance estimation present. We use the intersection points of the circles formed with…

Networking and Internet Architecture · Computer Science 2012-03-19 Marios Karagiannis , Ioannis Chatzigiannakis , Jose Rolim

This paper concerns the problem of recovering an unknown but structured signal $x \in R^n$ from $m$ quadratic measurements of the form $y_r=|<a_r,x>|^2$ for $r=1,2,...,m$. We focus on the under-determined setting where the number of…

Machine Learning · Computer Science 2017-02-22 Mahdi Soltanolkotabi

We prove that low-rank matrices can be recovered efficiently from a small number of measurements that are sampled from orbits of a certain matrix group. As a special case, our theory makes statements about the phase retrieval problem. Here,…

Information Theory · Computer Science 2016-10-27 Richard Kueng , Huangjun Zhu , David Gross

We consider a wireless source localization network in which a target node emits localization signals that are used by anchor nodes to estimate the target node position. In addition to target and anchor nodes, there can also exist…

Information Theory · Computer Science 2021-09-01 Cuneyd Ozturk , Sinan Gezici
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